-2.5%
SOUN vs USAR
-19.4%
+16.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | -15.1% | -0.8% | -14.3% | -15.0% |
| 30D | -23.0% | -20.9% | -2.0% | -20.4% |
| 3M | -53.3% | -56.2% | +2.8% | -47.3% |
| 6M | -58.6% | -67.9% | +9.3% | -51.5% |
| YTD | -65.0% | -31.4% | -33.6% | -62.8% |
| 1Y | -71.4% | -45.1% | -26.4% | -69.1% |
| 3Y | +75.4% | -20.3% | +95.7% | +75.4% |
| All | -2.5% | -19.4% | +16.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling